Credit rating adjusting method based on credit rating and loss given default matching

Abstract

The invention relates to a credit rating system and a credit rating method based on credit rating and loss given default matching. The system consists of a data analysis module, a system maintenance module, a data query module and a report production module, wherein the report production module has the functions of preserving a credit rating result, printing and previewing. By the system and the method, credit essential attribute requirements that when the credit rating is high, the loss given default is low can be met, and clients with the rating under the break-even point cannot be loaned in case that creditors such as commercial banks have an understanding about the default rate corresponding to different credit ratings, so that the loan loss can be reduced. By the credit rating adjusting result, the credit rating order of the solvency of clients is provided during studying and practicing, and the default rate and loss given default of each credit rating are provided, so that more information that the public concern is provided than the conventional bank credit rating system.

Description

technical field [0001] The invention relates to a credit rating adjustment method based on the matching of credit rating and default loss rate, and belongs to the technical field of credit services. Background technique [0002] Credit rating has an extremely important impact on contemporary society. Whether it is sovereign credit ratings, corporate credit ratings, bank credit ratings, or personal credit ratings, if credit ratings are unreasonably divided, creditors and the public will be misled. The once-in-a-century international financial crisis that broke out in the second half of 2008 was caused by subprime loans for housing mortgages with personal credit scores below 620. [0003] Credit rating includes steps such as indicator screening, scoring, empowerment, customer scoring, and credit rating division. Among them, credit rating division is very important. [0004] The existing credit rating classification mainly divides the credit rating of customers according to ...

AI Technical Summary

Problems solved by technology

[0005] The existing published credit rating-related patents have the following shortcomings: the divided credit ratings do not satisfy the credit essential attribute of "the higher the credit rating, the lower the default loss rate"

As a result, many rating systems that seem to be perfect in terms of indicators often get customers with high credit ratings when evaluating customers, and the corresponding default loss rate is not low.

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